pair trading(stat arb), July 2017
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Updated
Nov 21, 2018 - Python
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statarb
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An exposition of a simple pairs trading strategy on two stocks (Bajaj Finserv and Indian Bank) in the Nifty500, at the one-minute time frequency, in order to demonstrate some of the core ideas of statistical arbitrage strategies.
time-series cointegration pairs-trading time-series-analysis statistical-arbitrage mean-reversion stationarity statarb mean-reversion-strategy mean-reversion-trading
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Oct 18, 2024 - Jupyter Notebook
This project explores pairs trading as a market-neutral strategy by leveraging statistical relationships between cointegrated assets to exploit mean-reverting behavior. inspired and adapted from the quant trading room
python statistics trading quantitative-finance arbitrage cointegration statistical-arbitrage statarb
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Updated
Jun 21, 2024 - Jupyter Notebook
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